FIDELITY MOMENTUM FACTOR ETF
Symbol: FDMO
Exchange: NYSE
Sector: Technology
Category: Large Growth
Inception date: 12/09/2016
Latest date: 20/07/2026
Current price: $92.64
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-6.01%
Ann. -33.35% (Sharpe / Sortino numerator)
Volatility
25.28%
Sharpe ratio
-1.463
VaR 95%
-2.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.53%
Ann. -15.75% (Sharpe / Sortino numerator)
Volatility
20.92%
Sharpe ratio
-0.926
VaR 95%
-2.13%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.67%
Ann. -5.08% (Sharpe / Sortino numerator)
Volatility
19.37%
Sharpe ratio
-0.449
VaR 95%
-2.00%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.94%
Ann. 23.16% (Sharpe / Sortino numerator)
Volatility
22.11%
Sharpe ratio
0.883
VaR 95%
-1.92%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
47.12%
Ann. 17.45% (Sharpe / Sortino numerator)
Volatility
20.35%
Sharpe ratio
0.679
VaR 95%
-2.08%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
93.52%
Ann. 22.97% (Sharpe / Sortino numerator)
Volatility
18.16%
Sharpe ratio
1.065
VaR 95%
-1.78%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.083%
Best day
3.972%
Worst day
-4.078%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $94.02 | $94.44 | $92.64 | $92.64 | 78,300 |
| 17/07/2026 | $92.18 | $93.98 | $92.00 | $92.96 | 39,200 |
| 16/07/2026 | $94.78 | $94.99 | $93.24 | $93.64 | 79,200 |
| 15/07/2026 | $96.43 | $96.43 | $94.44 | $95.67 | 59,600 |
| 14/07/2026 | $96.04 | $96.27 | $95.53 | $95.91 | 73,500 |
| 13/07/2026 | $95.70 | $95.70 | $94.58 | $94.70 | 302,900 |
| 10/07/2026 | $95.90 | $96.60 | $95.49 | $96.45 | 47,700 |
| 09/07/2026 | $96.20 | $96.70 | $95.64 | $96.07 | 47,500 |
| 08/07/2026 | $94.11 | $94.94 | $93.67 | $94.76 | 147,400 |
| 07/07/2026 | $94.88 | $94.88 | $93.55 | $94.64 | 74,100 |